Bubble Formation and Heterogeneity of Traders: A Multi-Agent Perspective Shu-Peng ChenLing-Yun He OriginalPaper 27 November 2012 Pages: 267 - 289
Estimating the Long-Memory Parameter in Nonstationary Processes Using Wavelets Heni BoubakerAnne Péguin-Feissolle OriginalPaper 13 December 2012 Pages: 291 - 306
Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions Lilia MaliarSerguei MaliarSébastien Villemot OriginalPaper 28 September 2012 Pages: 307 - 325
High-Water Marks and Hedge Fund Management Contracts with Partial Information Dandan SongJinqiang YangZhaojun Yang OriginalPaper 28 August 2012 Pages: 327 - 350
Expected Optimal Feedback with Time-Varying Parameters Marco P. TucciDavid A. KendrickHans M. Amman OriginalPaper 18 September 2012 Pages: 351 - 371